Composer · investment strategy
by Composer Technologies · via Composer
Mostly owns AI-chip and pharma leaders, with a small sleeve that flips between volatility, leveraged tech, and bullish/bearish biotech using simple hot/cold market signals. Rebalanced daily.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
6 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
52.2% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
5 of 17 funds in its are : LABD, LABU, TECL, TQQQ, UVXY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Most money holds AI-chip and pharma leaders, then adds extra weight to the single best recent performer. A smaller sleeve trades: buy volatility if the market looks too hot; buy leveraged tech if tech looks washed out; else go bullish or bearish biotech based on bond vs. risky-stock strength. Rebalances daily.
Mostly owns AI-chip and pharma leaders, with a small sleeve that flips between volatility, leveraged tech, and bullish/bearish biotech using simple hot/cold market signals. Rebalanced daily.
Small out-of-sample edge: ~20.25% annualized vs S&P ~20.14%, powered by AI-chip/pharma momentum and a tactical risk sleeve hedging volatility. Aims for higher growth with sector alpha beyond plain beta.
Proteus
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $42.8M | 2026-10-19 | |
| Backtest regulatory fees | $85k | 2026-10-19 | |
| Backtest slippage cost | $770k | 2026-10-19 |
| AI categories (Composer) | ai semis, big pharma, biotech timing, daily rebalance, leveraged etfs, momentum, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 48 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "IEF", "IWM", "KLAC", "LABD", "LABU", "LLY", "NVDA", "NVO", "QQQ", "SMCI", "SPHB", "SPY", "TECL", "TLT", "TQQQ", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-19 |
| Remixes (copies) | 54 | 2026-10-19 | |
| Watchers | 14 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,865 | 2026-10-19 | |
| Out-of-sample length | 678 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 108.61% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 428k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.64% | ||
| Return, trailing 1 day (out-of-sample) | -7.19% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 16.96% | ||
| Return, trailing 1 week (out-of-sample) | -4.71% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 31.85% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 53.67% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.29% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 18.90% | ||
| SPY annualized return over the backtest window (backtest) | 13.82% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.78 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | ||
| Maximum drawdown, backtest period (backtest) | -61.13% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.47% | ||
| Sharpe ratio, backtest period (backtest) | 1.68 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.62 | ||
| Sortino ratio, backtest period (backtest) | 2.60 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 51.79% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.36% |
| Annualized turnover, backtest period (backtest) | 34.43 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.61 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.52% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 48.97% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
